ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-172 |
108-200 |
0-028 |
0.1% |
110-080 |
| High |
108-232 |
108-218 |
-0-015 |
0.0% |
110-115 |
| Low |
108-145 |
108-095 |
-0-050 |
-0.1% |
108-240 |
| Close |
108-175 |
108-112 |
-0-062 |
-0.2% |
108-248 |
| Range |
0-088 |
0-122 |
0-035 |
40.0% |
1-195 |
| ATR |
0-130 |
0-130 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,085,779 |
1,145,256 |
59,477 |
5.5% |
8,128,016 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-189 |
109-113 |
108-180 |
|
| R3 |
109-067 |
108-311 |
108-146 |
|
| R2 |
108-264 |
108-264 |
108-135 |
|
| R1 |
108-188 |
108-188 |
108-124 |
108-165 |
| PP |
108-142 |
108-142 |
108-142 |
108-130 |
| S1 |
108-066 |
108-066 |
108-101 |
108-042 |
| S2 |
108-019 |
108-019 |
108-090 |
|
| S3 |
107-217 |
107-263 |
108-079 |
|
| S4 |
107-094 |
107-141 |
108-045 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-039 |
113-018 |
109-211 |
|
| R3 |
112-164 |
111-143 |
109-069 |
|
| R2 |
110-289 |
110-289 |
109-022 |
|
| R1 |
109-268 |
109-268 |
108-295 |
109-181 |
| PP |
109-094 |
109-094 |
109-094 |
109-051 |
| S1 |
108-073 |
108-073 |
108-200 |
107-306 |
| S2 |
107-219 |
107-219 |
108-153 |
|
| S3 |
106-024 |
106-198 |
108-106 |
|
| S4 |
104-149 |
105-003 |
107-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-312 |
108-095 |
1-218 |
1.6% |
0-148 |
0.4% |
3% |
False |
True |
1,556,263 |
| 10 |
110-115 |
108-095 |
2-020 |
1.9% |
0-137 |
0.4% |
3% |
False |
True |
1,472,559 |
| 20 |
110-258 |
108-095 |
2-162 |
2.3% |
0-122 |
0.4% |
2% |
False |
True |
1,370,105 |
| 40 |
110-288 |
108-095 |
2-192 |
2.4% |
0-125 |
0.4% |
2% |
False |
True |
1,424,645 |
| 60 |
110-288 |
107-188 |
3-100 |
3.1% |
0-124 |
0.4% |
23% |
False |
False |
951,515 |
| 80 |
110-288 |
106-162 |
4-125 |
4.1% |
0-106 |
0.3% |
42% |
False |
False |
713,636 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-084 |
0.2% |
51% |
False |
False |
570,909 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-070 |
0.2% |
53% |
False |
False |
475,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-098 |
|
2.618 |
109-218 |
|
1.618 |
109-096 |
|
1.000 |
109-020 |
|
0.618 |
108-293 |
|
HIGH |
108-218 |
|
0.618 |
108-171 |
|
0.500 |
108-156 |
|
0.382 |
108-142 |
|
LOW |
108-095 |
|
0.618 |
108-019 |
|
1.000 |
107-292 |
|
1.618 |
107-217 |
|
2.618 |
107-094 |
|
4.250 |
106-214 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-156 |
108-170 |
| PP |
108-142 |
108-151 |
| S1 |
108-127 |
108-132 |
|